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Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi, (2015)
Volatility clustering, leverage, size, or contagion effects : the fluctuations of Asian real estate investment trust returns
Tsai, I-Chun, (2013)
Essays on the impact of sentiment on real estate investments : with a preface of the editors by Prof. Dr. Nico B. Rottke and Prof. Dr. Matthias Thomas
Mathieu, Anna, (2016)
Expected returns and habit persistence
Li, Yuming, (2001)
The wealth-consumption ratio and the consumption-habit ratio
Li, Yuming, (2005)
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming, (1998)